Advanced Algorithms and Uncertainty

CS 6550/8803
Spring 2022

General Information:

Instructor: Sahil Singla (s <my last name> at gatech dot edu)

TAs: Yu Gao and Sparsh Jain

Meeting time: Monday and Wednesday, 2.00pm to 3.15pm, Weber SST III 1

Syllabus: Link

Course Information Sheet: Link

Piazza: Link

Homework: Homeworks will be posted below when they become available. Submit your solutions on Gradescope. Here is a LaTeX template you may use for the homework, and here is a link to Overleaf if you don't want to install LaTeX on your machine.


Check the Piazza Resources page for Lecture Videos and Handwritten Notes.

Date Topic Notes
Jan 10 Introduction and Discrete Optimization Lecture 1
Jan 12 Concentration Inequalities Lecture 2
Jan 17 MLK Jr. National Holiday
Jan 19 Linear Programs, Rounding, and Duality Lecture 3
Jan 24 Convex Optimization and Ellipsoid Algorithm Lecture 4
Jan 26 SDPs and Max-Cut Lecture 5
Online Uncertainty
Jan 31 Intro to Online Algorithms Lecture 6
Feb 2 Online Primal-Dual Algorithms Lecture 7
Feb 7 Hardness: Yao's Minimiax Lecture 8
Feb 9 Random Order Online Problems Lecture 9
Feb 14 Online Learning Lecture 10
Feb 16 Online Convex Optimization Lecture 11
Feb 21 Stochastic and Bandit Gradient Descent Lecture 12
Stochastic Uncertainty
Feb 23 Prophet Inequality and Online Contention Resolution Lecture 13
Feb 28 Markov Decision Process Lecture 14
March 2 Pandora's Box Lecture 15
March 7 Gittins' Index Lecture 16
March 9 ProbeMax and Adaptivity Gaps via LPs Lecture 17
Strategic Uncertainty
March 14 Truthful Combinatorial Auctions Lecture 18
March 16 Bayesian Combinatorial Auctions Lecture 19
March 21 & 23 Spring Break
March 28 Nash Equilibrium Lecture 20
March 30 Price of Anarchy for Routing Games Lecture 21
April 4 Price of Anarchy for Auctions Lecture 22: see this
April 6 Hardness: Communication Complexity Lecture 23
April 11 Revenue Maximization: Myerson's Single Item Auction Lecture 24: see this and this
April 13 Bulow-Klemperer and Simple Posted-Pricing Lecture 25: see this
April 18 Multi-Item Auctions: Single Additive Bidder Lecture 26: see this paper
April 20 Beyond Nash Equilibrium and No-Regret Dynamics Lecture 27: see this and this